Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (Q2341886): Difference between revisions

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Revision as of 23:21, 19 March 2024

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Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications
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    Inverse moment bounds for sample autocovariance matrices based on detrended time series and their applications (English)
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    6 May 2015
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    regression model with time series errors
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    inverse moment bounds
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    sample autocovariance matrix
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    detrended time series
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    moment convergence
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    banded Cholesky factorization
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